Premier Hedge Fund is seeking a Senior Quantitative Risk Developer.  On a daily basis, candidate will drive tactical and strategic IT solutions within the Risk and Analytics Department.  A minimum of five years financial market experience with exposure to quantitative and analytical projects, at lease four years SAS and a major OO language (C++, Java, VB).  Strong Risk Management theory and practice.  MS or PhD in Mathematics, Engineering or related science, from a top school strongly desired.

To apply:

Please refer to JO# PEN4281;   Barry Franklin;

Integrated Management Resources, Inc.;   Telephone: 480-460-4422;

Email: barry@integratedmgmt.com  PLEASE ATTACH PAPERWORK IN WORD FORMAT.

Integrated Management has been in business for over sixteen years specializing in the recruitment of Derivative Product professionals working in the Financial Markets in New York, Chicago, London, Hong Kong, Singapore and Tokyo.

At Integrated we emphasize a highly disciplined approach to global recruiting, employing a value added strategy designed to expedite our clients needs. A professional staff with over 39 years combined experience executes this highly developed strategy. This experience combined with advanced systems technology and a state of the art operational infrastructure give Integrated the ability to provide immediate rewards to our clients.

Our clients are the top Investment Banks, Commercial Banks and Foreign Banks, as well as Buyside Investment Money Managers and Hedge Funds.